portfolio report...vz verizon communications inc com 194,770.26 3.4 jnj johnson & johnson com...

Portfolio Report9/30/2020

Account

WFT Liquidating TrustConsolidated Account

1

WFT Liquidating Trust Consolidated Account Gross of Fees | US Doll 8/31/2020 - 9/30/2020 logo.jpg Portfolio OverviewPortfolio Allocation by Asset Class

Asset Class Market Value Assets (%) Yield (%)

Cash and Equiv. 1,720,612.21 5.9 0.2

Equity 5,799,374.16 20.0 3.6

Fixed Income 20,854,461.70 72.0 0.9

Other 581,055.61 2.0 0.0

Total 28,955,503.69 100.0 1.4

Activity Summary Month to Date Quarter to Date Year to Date

Beginning Value 29,066,218.98 28,996,521.40 32,150,576.52Beginning Accrued Interest 96,358.97 123,357.55 141,416.85

Net Contributions/ Withdrawals -100,000.00 -615,091.75 -3,768,593.80

Realized Gains/Losses 38,259.64 257,089.35 339,777.65Change in Unrealized Gains/Losses -199,403.92 64,103.53 -478,774.64

Net Income/Expenses 62,900.72 168,368.21 632,651.07

Amortization/Accretion -3,236.49 -6,251.80 -10,897.87

Change in Accrued Interest -5,594.22 -32,592.80 -50,652.10

Ending Value 28,864,738.94 28,864,738.94 28,864,738.94

Ending Accrued Interest 90,764.75 90,764.75 90,764.75

Total 28,955,503.69 28,955,503.69 28,955,503.69


Portfolio OverviewGross of Fees | US Dollar

8/31/2020 - 9/30/2020

2

WFT Liquidating Trust Consolidated Account US Dollar 9/30/2020 logo.jpg Performanc

Asset ClassMonth

To DateQuarterTo Date

YearTo Date

AnnualizedLatest1 Year

AnnualizedLatest3 Years

AnnualizedLatest5 Years

AnnualizedInceptionTo Date 2019 2018 2017 2016 2015

Equity -1.65 5.07 -14.12 -7.08 3.21 8.10 7.06 26.63 -6.16 18.50 14.70 -1.58

Fixed Income -0.05 1.07 6.76 7.20 4.72 3.59 3.12 6.84 0.56 2.48 1.94 1.27

Other 0.00 -8.03 -5.77 -6.26 5.82 7.49 7.67 0.26 20.41 13.88 6.30 6.83

ACCOUNT - GROSS -0.37 1.56 1.56 3.50 4.43 4.86 4.20 10.22 -0.34 6.70 5.16 0.92

ACCOUNT - NET -0.38 1.52 1.42 3.31 4.24 4.66 4.00 10.02 -0.52 6.49 4.96 0.7210% FTSE 90 Day TBill/70% BarCap Int Gov-Credit/20% Russell 1000 Value

-0.50 1.56 2.13 3.93 4.08 4.22 3.75 10.20 -0.75 4.25 4.91 0.11

FTSE BofA 3-Month TBill Index 0.01 0.03 0.56 1.02 1.65 1.16 0.84 2.25 1.86 0.84 0.27 0.03

BB Int Gov/Credit -0.01 0.62 5.92 6.32 4.43 3.39 3.07 6.80 0.88 2.14 2.08 1.07

Russell 1000 Value -2.46 5.59 -11.58 -5.03 2.63 7.66 6.78 26.54 -8.27 13.66 17.34 -3.83

Performance History Time Weighted Returns (%)Inception (10/31/2013) to Date


Performance OverviewUS Dollar

9/30/2020

3

WFT Liquidating Trust Consolidated Account US Dollar 9/30/2020 logo.jpg Equity OverviewPortfolio Holdings by Sector

Sector Market Value % Equity % Assets

Energy 234,525.67 4.0 0.8

Materials 240,958.61 4.2 0.8

Industrials 715,838.70 12.3 2.5

Consumer Discretionary 607,061.42 10.5 2.1

Consumer Staples 530,969.43 9.2 1.8

Health Care 827,807.38 14.3 2.9

Financials 1,120,513.80 19.3 3.9

Real Estate 109,666.80 1.9 0.4

Information Technology 511,648.50 8.8 1.8

Communication Services 410,078.88 7.1 1.4

Utilities 336,483.93 5.8 1.2

Unmapped 153,821.04 2.7 0.5

Equity Total 5,799,374.16 100.0 20.1

Top 10 Equity HoldingsSymbol Security Market Value % Equity VZ VERIZON COMMUNICATIONS INC COM 194,770.26 3.4

JNJ JOHNSON & JOHNSON COM 186,397.76 3.2

JPM JPMORGAN CHASE & CO COM 177,040.53 3.1

WMT WAL-MART STORES INC 159,637.31 2.8

CMCSA COMCAST CORP NEW CL A 157,839.12 2.7

CVS CVS HEALTH CORP COM 154,935.20 2.7

BBY BEST BUY INC COM 144,343.13 2.5

CAT CATERPILLAR INC DEL COM 142,587.40 2.5

BAC BANK AMER CORP COM 132,784.08 2.3

PNC PNC FINL SVCS GROUP INC COM 131,672.18 2.3

Top 10 Holdings Total 1,582,006.97 27.3

Equity Allocation by Security Type


Equity OverviewUS Dollar

9/30/2020

4

WFT Liquidating Trust Consolidated Account US Dollar 9/30/2020 logo.jpg Fixed Income Character

Maturity Number Market Value% FI

HoldingsAverage

% YTMAverageCoupon

AverageDuration

Under 1 Yr 11 821,719.28 4.3 0.9 2.670% 0.3

1 Yr - 3 Yrs 27 6,168,558.02 32.1 0.5 2.617% 2.0

3 Yrs - 5 Yrs 22 3,217,880.17 16.8 0.7 2.094% 4.0

5 Yrs - 7 Yrs 22 4,030,358.91 21.0 1.0 2.391% 5.5

7 Yrs - 10 Yrs 29 3,137,203.50 16.3 1.9 3.422% 7.5

Over 10 Yrs 8 1,822,541.52 9.5 1.2 2.355% 3.9

Distribution by Maturity Distribution by Duration

S&P/Moody's Rating Number Market Value

% FIHoldings

Average% YTM

AverageCoupon

AverageDuration

AAA/Aaa 27 8,977,602.76 46.8 0.5 1.917% 3.2

AA/Aa2 1 109,934.98 0.6 1.1 1.120% 2.6

AA-/Aa3 2 284,074.01 1.5 0.9 2.767% 5.9

A+/A1 6 446,809.69 2.3 0.9 2.265% 5.1

A/A2 15 1,673,541.79 8.7 1.3 2.840% 5.2

A-/A3 16 1,933,251.44 10.1 1.0 3.542% 3.7

BBB+/Baa1 24 2,525,844.94 13.2 1.3 3.351% 4.5

BBB/Baa2 16 1,819,375.28 9.5 1.8 3.168% 6.2

BBB-/Baa3 7 806,412.23 4.2 2.0 3.321% 5.5

Not Rated/N/R 5 621,414.29 3.2 1.6 3.436% 3.4

Distribution by S&P/Moody's RatingWeighted Averages

Average Yield to Mat/Call (%) 0.95

Average Maturity (years) 5.92

Average Coupon (%) 2.59

Average Duration 4.09

Average Moody Rating A1

Average S&P Rating A

Average Fitch Rating A+


Fixed Income CharacteristicsUS Dollar

9/30/2020

5

C WFT Liquidating P9/30/202 Ulogo.jpg

QuantityCUSIP/ Ticker Description

Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/

Unit CostMarket Value/

Price Assets (%)Unrealized

Gain/Loss Accrued

EstimatedAnnualIncome

Moodys Rating

S & P Rating

CASH AND EQUIV.

CASH AND EQUIVALENTSDIVACC DIVIDEND ACCRUAL 10,513.91

0.0010,513.91

0.000.0 0

CASH MONEY FUND 1,310,098.300.00

1,310,098.300.00

4.5 0

0.00 1,320,612.21 1,320,612.21 4.6 0.00 0

REPURCHASE AGREEMENT400,000 COASTAL CS - REPURCHASE

AGREEMENT0.90 0.90 400,000.00

1.00400,000.00

1.001.4 0.00 3,600

0.90 0.90 400,000.00 400,000.00 1.4 0.00 0.00 3,600

EQUITY

COMMON STOCK (USD)523 MMM 3M CO COM 83,806.98

160.2483,774.14

160.180.3 -32.84 3,075

1,089 ABBV ABBVIE INC COM 85,686.8578.68

95,385.5187.59

0.3 9,698.66 5,140

1,480 AFL AFLAC INC COM 51,687.5434.92

53,798.0036.35

0.2 2,110.46 1,658

1,060 MO ALTRIA GROUP INC COM

39,709.5137.46

40,958.4038.64

0.1 1,248.89 3,562

766 AFG AMERICAN FINANCIAL GROUP IN

55,534.0572.50

51,306.6866.98

0.2 -4,227.37 1,379

389 AMGN AMGEN INC COM 76,812.83197.46

98,868.24254.16

0.3 22,055.41 2,490

5,512 BAC BANK AMER CORP COM

159,475.6928.93

132,784.0824.09

0.5 -26,691.61 3,969

1,297 BBY BEST BUY INC COM 87,969.2467.83

144,343.13111.29

0.5 56,373.89 2,853

163 BLK BLACKROCK INC COM 91,798.29563.18

91,858.65563.55

0.3 60.36 2,367

326 AVGO BROADCOM INC 90,542.97277.74

118,768.32364.32

0.4 28,225.35 4,238

1,719 CAH CARDINAL HEALTH INC COM

90,989.9952.93

80,707.0546.95

0.3 -10,282.94 3,341

956 CAT CATERPILLAR INC DEL COM

106,741.11111.65

142,587.40149.15

0.5 35,846.29 3,939

1,265 CVX CHEVRON CORP NEW COM

125,034.7398.84

91,080.0072.00

0.3 -33,954.73 6,527

2,783 CIM CHIMERA INVT CORP COM NEW

42,853.0515.40

22,820.608.20

0.1 -20,032.45 3,340

2,254 CSCO CISCO SYS INC COM 73,215.5032.48

88,785.0639.39

0.3 15,569.56 3,246


Portfolio AppraisalUS Dollar

As of Date - 9/30/2020

6



Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/



Gain/Loss Accrued


Moodys Rating

S & P Rating

2,072 KO COCA COLA CO COM 107,157.5851.72

102,294.6449.37

0.4 -4,862.94 3,398

3,412 CMCSA COMCAST CORP NEW CL A

126,439.9037.06

157,839.1246.26

0.5 31,399.22 3,139

442 CMI CUMMINS INC COM 78,907.58178.52

93,332.72211.16

0.3 14,425.14 2,318

2,653 CVS CVS HEALTH CORP COM

155,480.2658.61

154,935.2058.40

0.5 -545.06 5,306

806 DFS DISCOVER FINL SVCS COM

59,435.2773.74

46,570.6857.78

0.2 -12,864.59 1,419

2,220 DOW DOW INC 110,936.8049.97

104,451.0047.05

0.4 -6,485.80 6,216

940 DUK DUKE ENERGY CORP NEW COM NEW

90,488.0796.26

83,246.4088.56

0.3 -7,241.67 3,628

770 ETR ENTERGY CORP NEW COM

73,543.9395.51

75,868.1098.53

0.3 2,324.17 2,864

1,060 EOG EOG RES INC COM 46,972.7344.31

38,096.4035.94

0.1 -8,876.33 1,590

898 EVR EVERCORE PARTNERS INC - CL A

52,726.9758.72

58,783.0865.46

0.2 6,056.11 2,083

1,663 XOM EXXON MOBIL CORP COM

149,074.9089.64

57,090.7934.33

0.2 -91,984.11 5,787

773 GILD GILEAD SCIENCES INC COM

52,573.1568.01

48,845.8763.19

0.2 -3,727.28 2,103

1,898 INTC INTEL CORP COM 66,298.3134.93

98,278.4451.78

0.3 31,980.13 2,505

771 IBM INTERNATIONAL BUSINESS MACHS C

101,784.97132.02

93,807.57121.67

0.3 -7,977.40 5,027

1,799 IP INTL PAPER CO COM 71,557.9139.78

72,931.4640.54

0.3 1,373.55 3,688

1,252 JNJ JOHNSON & JOHNSON COM

119,571.2995.50

186,397.76148.88

0.6 66,826.47 5,058

1,839 JPM JPMORGAN CHASE & CO COM

152,184.0782.75

177,040.5396.27

0.6 24,856.46 6,620

710 KMB KIMBERLY CLARK CORP COM

95,996.23135.21

104,838.60147.66

0.4 8,842.37 3,039

1,650 LEG LEGGETT & PLATT INC COM

66,862.1340.52

67,930.5041.17

0.2 1,068.37 2,640

424 MCD MCDONALDS CORP COM

67,837.78159.99

93,063.76219.49

0.3 25,225.98 2,120

843 MRK MERCK & CO INC COM

55,265.6165.56

69,926.8582.95

0.2 14,661.24 2,057

3,261 MET METLIFE INC COM 147,243.1545.15

121,211.3737.17

0.4 -26,031.78 6,000

1,358 MS MORGAN STANLEY COM NEW

51,953.9638.26

65,659.3048.35

0.2 13,705.34 1,901

2,384 NLOK NORTONLIFELOCK INC

56,167.9923.56

49,682.5620.84

0.2 -6,485.43 1,192



As of Date - 9/30/2020

7



Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/



Gain/Loss Accrued


Moodys Rating

S & P Rating

2,368 NRG NRG ENERGY INC COM NEW

79,682.7333.65

72,792.3230.74

0.3 -6,890.41 2,842

1,161 OMC OMNICOM GROUP INC

94,452.6581.35

57,469.5049.50

0.2 -36,983.15 3,019

583 PKG PACKAGING CORP AMER COM

58,254.2399.92

63,576.15109.05

0.2 5,321.92 1,842

2,527 PFE PFIZER INC COM 83,196.8532.92

92,740.9036.70

0.3 9,544.05 3,841

1,198 PNC PNC FINL SVCS GROUP INC COM

171,719.12143.34

131,672.18109.91

0.5 -40,046.94 5,511

1,765 PPL PPL CORP COM 61,349.7234.76

48,025.6527.21

0.2 -13,324.07 2,930

544 PG PROCTER AND GAMBLE CO COM

49,409.9190.83

75,610.56138.99

0.3 26,200.65 1,721

1,343 RTX RAYTHEON TECHNOLOGIES COR

87,413.5965.09

77,276.2257.54

0.3 -10,137.37 2,552

1,043 SO SOUTHERN CO COM 49,116.3347.09

56,551.4654.22

0.2 7,435.13 2,670

830 STT STATE STR CORP COM

57,424.1369.19

49,243.9059.33

0.2 -8,180.23 1,726

764 TGT TARGET CORP COM 59,082.8377.33

120,268.88157.42

0.4 61,186.05 2,078

3,095 TFC TRUIST FINANCIAL CORP

158,786.4951.30

117,764.7538.05

0.4 -41,021.74 5,571

366 UNP UNION PAC CORP COM

42,928.86117.29

72,054.42196.87

0.2 29,125.56 1,420

725 UPS UNITED PARCEL SERVICE INC CL B

72,128.4499.49

120,806.75166.63

0.4 48,678.31 2,929

1,114 VLO VALERO ENERGY CORP NEW COM

75,409.3167.69

48,258.4843.32

0.2 -27,150.83 4,367

3,274 VZ VERIZON COMMUNICATIONS IN

160,862.0349.13

194,770.2659.49

0.7 33,908.23 8,054

1,326 WBA WALGREENS BOOTS ALLIANCE INC C

54,805.0841.33

47,629.9235.92

0.2 -7,175.16 2,480

1,141 WMT WAL-MART STORES INC

94,343.2782.68

159,637.31139.91

0.6 65,294.04 2,465

620 WHR WHIRLPOOL CORP COM

79,242.45127.81

114,011.80183.89

0.4 34,769.35 2,976

0.00 5,007,926.91 5,280,109.37 18.2 272,182.46 0.00 193,814

FOREIGN DOMICILED U.S. EQUITY SECURITY1,235 ETN EATON CORP PLC

SHS92,236.32

74.69126,007.05

102.030.4 33,770.73 3,606

1,651 JCI JOHNSON CONTROLS INTERNATIONAL

68,008.4941.19

67,443.3540.85

0.2 -565.14 1,717



As of Date - 9/30/2020

8



Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/



Gain/Loss Accrued


Moodys Rating

S & P Rating

1,265 STX SEAGATE TECHNOLOGY PLC S

49,656.9639.25

62,326.5549.27

0.2 12,669.59 3,289

0.00 209,901.77 255,776.95 0.9 45,875.18 0.00 8,612

Real Estate Investment Trusts 506 AVB AVALONBAY

COMMUNITIES INC85,785.72

169.5475,566.04

149.340.3 -10,219.68 3,218

470 CCI CROWN CASTLE INTL CORP NEW COM

68,398.82145.53

78,255.00166.50

0.3 9,856.18 2,256

2,972 DRE DUKE REALTY CORP COM NEW

82,942.0827.91

109,666.8036.90

0.4 26,724.72 2,794

0.00 237,126.62 263,487.84 0.9 26,361.22 0.00 8,268

EQUITY TOTAL 0.00 0.00 5,454,955.30 5,799,374.16 20.0 344,418.86 0.00 210,694

FIXED INCOME

US Treasury60,000 912828RC6 US TREASURY N/B 0.9 0.13 0.14 61,033.66

101.7261,040.62

101.730.2 6.96 159.38 1,275 Aaa AA+

600,000 9128282W9 US TREASURY N/B 2.0 0.15 0.13 620,604.39103.43

620,880.00103.48

2.1 275.61 11,250 Aaa AA+

1,595,000 912828VS6 US TREASURY N/B 2.8 2.50 0.15 1,595,253.44100.02

1,702,407.30106.73

5.9 107,153.86 4,984.38 39,875 Aaa AA+

295,000 912828XT2 US TREASURY N/B 3.5 1.09 0.19 304,701.10103.29

314,496.55106.61

1.1 9,795.45 1,966.67 5,900 Aaa AA+

855,000 912828ZL7 US TREASURY N/B 4.5 0.26 0.25 859,451.47100.52

860,010.30100.59

3.0 558.83 1,333.03 3,206 Aaa AA+

1,275,000 912828P46 US TREASURY N/B 5.2 1.50 0.31 1,283,635.86100.68

1,364,046.00106.98

4.7 80,410.14 2,589.84 20,719 Aaa AA+

295,000 912828ZS2 US TREASURY N/B 6.5 0.48 0.43 295,396.61100.13

296,292.10100.44

1.0 895.49 491.67 1,475 Aaa AA+

35,000 912828Z94 US TREASURY N/B 8.8 0.60 0.63 37,865.03108.19

37,777.95107.94

0.1 -87.08 65.63 525 Aaa AA+

Accrued Interest 11,590.59 0.0 84,225

3.9 1.33 0.23 5,057,941.56 5,268,541.41 18.2 199,009.26 11,590.59 84,225

Corporate Bond75,000 80281LAC9 SANTANDER UK

GROUP HLDGS0.0 0.28 0.59 75,082.41

100.1175,075.75

100.100.3 -6.66 982.29 2,156 Baa1 BBB

70,000 06051GFT1 BANK OF AMERICA CORP

0.1 0.19 0.53 70,086.18100.12

70,077.06100.11

0.2 -9.12 821.77 1,838 A2 A-

75,000 172967KB6 CITIGROUP INC 0.1 0.21 0.91 75,127.30100.17

75,093.75100.13

0.3 -33.55 850.21 1,988 A3 BBB+

75,000 14040HBR5 CAPITAL ONE FINANCIAL CO

0.0 0.51 2.38 75,038.59100.05

75,000.00100.00

0.3 -38.59 750.00 1,800 Baa1 BBB



As of Date - 9/30/2020

9



Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/



Gain/Loss Accrued


Moodys Rating

S & P Rating

75,000 17401QAN1 CITIZENS BANK NA/RI

0.0 0.79 (1.75) 75,061.43100.08

75,108.75100.15

0.3 47.32 703.13 1,688 Baa1 A-

100,000 867914BK8 TRUIST FINANCIAL CORP

0.4 2.87 0.81 100,014.23100.01

100,885.57100.89

0.3 871.34 217.50 2,900 A3 A-

75,000 60871RAF7 MOLSON COORS BREWING CO

0.7 2.83 0.62 74,579.4599.44

75,785.74101.05

0.3 1,206.28 328.13 1,575 Baa3 BBB-

100,000 871829BA4 SYSCO CORP 0.8 2.24 0.68 100,199.65100.20

101,431.69101.43

0.4 1,232.04 520.83 2,500 Baa1 BBB-

146,000 26884AAZ6 ERP OPER LTD PARTNERSHIP

1.2 2.93 1.32 148,911.82101.99

151,753.86103.94

0.5 2,842.04 1,969.48 6,753 A3 A-

165,000 446150AK0 HUNTINGTON BANCSHARES

1.2 2.54 0.46 164,499.5499.70

168,641.55102.21

0.6 4,142.01 801.17 3,795 Baa1 BBB+

180,000 38141GGS7 GOLDMAN SACHS GROUP INC

1.3 5.88 0.57 179,691.7999.83

192,202.20106.78

0.7 12,510.41 1,897.50 10,350 A3 BBB+

165,000 14040HBL8 CAPITAL ONE FINANCIAL CO

1.4 3.08 0.83 164,940.1299.96

170,240.40103.18

0.6 5,300.28 293.56 5,033 Baa1 BBB

105,000 084423AS1 BERKLEY W R CORP 1.4 3.87 0.76 106,104.20101.05

110,873.70105.59

0.4 4,769.50 202.34 4,856 Baa1 BBB+

135,000 05531FAX1 TRUIST FINANCIAL CORP

1.4 2.79 0.43 134,921.1799.94

139,434.75103.29

0.5 4,513.58 1,845.94 3,713 A3 A-

85,000 666807BQ4 NORTHROP GRUMMAN CORP

1.9 2.55 0.40 84,994.9799.99

88,562.35104.19

0.3 3,567.38 993.44 2,168 Baa2 BBB

135,000 254709AJ7 DISCOVER FINL SVCS 2.0 4.20 0.86 134,046.0399.29

143,536.05106.32

0.5 9,490.02 1,862.44 5,198 Baa3 BBB-

100,000 26875PAK7 EOG RESOURCES INC 2.2 3.44 0.70 98,099.7598.10

104,208.00104.21

0.4 6,108.25 109.38 2,625 A3 A-

85,000 7591EPAP5 REGIONS FINANCIAL CORP

2.7 3.75 0.70 85,106.28100.13

92,258.15108.54

0.3 7,151.87 412.72 3,230 Baa2 BBB+

155,000 59156RBB3 METLIFE INC 2.8 3.14 0.51 160,403.66103.49

172,530.50111.31

0.6 12,126.84 282.10 6,770 A3 A-

95,000 26078JAB6 DOWDUPONT INC 2.8 4.21 0.92 95,000.00100.00

104,353.70109.85

0.4 9,353.70 1,498.03 3,995 Baa1 BBB+

120,000 02665WCT6 AMERICAN HONDA FINANCE

3.1 3.56 0.79 119,978.1199.98

130,728.00108.94

0.5 10,749.89 923.00 4,260 A3 A-

170,000 316773CP3 FIFTH THIRD BANCORP

3.1 3.56 1.06 173,905.25102.30

187,812.60110.48

0.6 13,907.35 1,502.61 7,310 Baa1 BBB

55,000 23331ABM0 DR HORTON INC 3.7 2.65 1.04 54,688.4299.43

58,103.65105.64

0.2 3,415.23 630.21 1,375 Baa2 BBB

80,000 959802AY5 WESTERN UNION CO/THE

3.9 2.84 1.50 80,018.32100.02

84,386.40105.48

0.3 4,368.08 506.67 2,280 Baa2 BBB

65,000 713448EQ7 PEPSICO INC 4.2 2.27 0.59 64,958.5899.94

69,665.05107.18

0.2 4,706.47 44.69 1,463 A1 A+

55,000 039482AA2 ARCHER-DANIELS MIDLAND C

4.2 3.01 0.76 54,409.2298.93

59,747.05108.63

0.2 5,337.83 12.60 1,513 A2 A

60,000 88579YBM2 3M COMPANY 4.3 2.67 0.72 59,956.0899.93

65,155.80108.59

0.2 5,199.72 808.25 1,590 A1 A+

155,000 87612EBL9 TARGET CORP 4.2 2.28 0.66 154,767.5799.85

165,845.35107.00

0.6 11,077.78 1,743.75 3,488 A2 A-



As of Date - 9/30/2020



Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/



Gain/Loss Accrued


Moodys Rating

S & P Rating

75,000 718172CN7 PHILIP MORRIS INTL INC

4.3 1.60 0.79 74,663.7299.55

77,361.75103.15

0.3 2,698.03 465.63 1,125 A2 A

100,000 7591EPAQ3 REGIONS FINANCIAL CORP

4.3 2.31 1.00 99,717.1099.72

105,547.00105.55

0.4 5,829.90 825.00 2,250 Baa2 BBB+

80,000 670346AR6 NUCOR CORP 4.4 2.03 0.98 79,886.7999.86

83,650.40104.56

0.3 3,763.61 568.89 1,600 Baa1 A-

50,000 231021AU0 CUMMINS INC 4.7 0.79 0.69 49,911.1399.82

50,142.50100.29

0.2 231.37 37.50 375 A2 A+

70,000 29250RAW6 ENBRIDGE ENERGY PARTNERS

4.2 4.54 1.67 74,060.29105.80

83,586.30119.41

0.3 9,526.01 1,884.90 4,113 Baa2 BBB+

90,000 857477BE2 STATE STREET CORP 3.9 2.35 0.86 90,000.00100.00

95,392.80105.99

0.3 5,392.80 876.87 2,119 A1 A

70,000 254687FV3 WALT DISNEY COMPANY

5.0 1.80 0.97 69,830.5499.76

72,806.30104.01

0.3 2,975.76 466.18 1,225 A2 A-

85,000 91324PCV2 UNITEDHEALTH GROUP INC

5.1 2.87 0.88 85,999.24101.18

95,050.40111.82

0.3 9,051.16 109.79 2,635 A3 A+

190,000 46647PBK1 JPMORGAN CHASE & CO

4.3 2.08 1.10 190,000.00100.00

198,325.80104.38

0.7 8,325.80 1,736.99 3,958 A2 A-

70,000 95000U2N2 WELLS FARGO & COMPANY

4.3 2.19 1.23 70,000.00100.00

72,973.60104.25

0.3 2,973.60 638.17 1,532 A2 BBB+

100,000 06738EBL8 BARCLAYS PLC 4.3 2.79 1.97 100,273.79100.27

103,877.00103.88

0.4 3,603.21 1,132.88 2,852 Baa2 BBB

100,000 404280CG2 HSBC HOLDINGS PLC 4.4 2.11 1.78 99,955.5099.96

101,445.00101.45

0.4 1,489.50 676.34 2,099 A2 A-

60,000 40414LAQ2 HCP INC 5.2 3.22 1.11 60,089.69100.15

66,970.20111.62

0.2 6,880.51 406.25 1,950 Baa1 BBB+

120,000 690742AF8 OWENS CORNING 5.1 3.35 1.91 120,288.08100.24

129,462.00107.89

0.4 9,173.92 510.00 4,080 Baa3 BBB

175,000 26441CAS4 DUKE ENERGY CORP NEW

5.3 3.63 0.43 161,712.1992.41

189,416.50108.24

0.7 27,704.31 373.58 4,638 Baa1 BBB+

95,000 302491AT2 FMC CORP 5.3 3.22 1.33 94,916.8899.91

104,964.55110.49

0.4 10,047.67 1,511.56 3,040 Baa2 BBB-

140,000 37045XBT2 GENERAL MOTORS FINL CO

5.5 3.59 2.83 145,922.36104.23

152,192.60108.71

0.5 6,270.24 1,234.92 6,090 Baa3 BBB

85,000 742718FG9 PROCTER & GAMBLE CO/THE

6.0 2.84 0.85 84,800.3799.77

95,426.10112.27

0.3 10,625.73 33.06 2,380 Aa3 AA-

170,000 654106AJ2 NIKE INC 5.8 2.57 0.97 171,738.89101.02

188,575.90110.93

0.7 16,837.01 38.96 4,675 A1 AA-

95,000 369550BL1 GENERAL DYNAMICS CORP

5.7 3.33 1.07 95,934.42100.98

109,134.10114.88

0.4 13,199.68 1,708.68 3,325 A2 A

105,000 68389XBU8 ORACLE CORP 5.9 2.83 1.24 104,789.0499.80

115,181.85109.70

0.4 10,392.81 1,461.83 2,940 A3 A

85,000 237194AL9 DARDEN RESTAURANTS INC

5.7 3.79 2.90 85,280.90100.33

89,833.95105.69

0.3 4,553.05 1,354.45 3,273 Baa3 BBB-

75,000 099724AL0 BORGWARNER INC 6.0 2.69 1.78 74,797.1899.73

79,053.00105.40

0.3 4,255.82 557.60 1,988 Baa1 BBB

80,000 46124HAC0 INTUIT INC 6.3 1.36 1.09 79,927.5099.91

81,333.60101.67

0.3 1,406.10 273.00 1,080 A3 A-



As of Date - 9/30/2020



Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/



Gain/Loss Accrued


Moodys Rating

S & P Rating

150,000 694308JF5 PACIFIC GAS & ELECTRIC

6.3 2.13 2.60 149,731.5699.82

145,335.0096.89

0.5 -4,396.56 883.75 3,150 Baa3 BBB-

65,000 776743AN6 ROPER TECHNOLOGIES INC

6.5 1.42 1.22 64,910.4499.86

65,741.65101.14

0.2 831.21 73.31 910 Baa2 BBB+

135,000 23331ABP3 D.R. HORTON INC 6.7 1.44 1.46 134,612.6999.71

134,446.5099.59

0.5 -166.19 1,890 Baa2 BBB

95,000 172967LD1 CITIGROUP INC 5.6 4.26 1.66 92,810.9697.70

107,562.80113.22

0.4 14,751.84 820.59 3,693 A3 BBB+

100,000 98419MAM2 XYLEM INC 6.7 2.02 1.31 99,517.3599.52

104,354.00104.35

0.4 4,836.65 509.17 1,950 Baa2 BBB

120,000 036752AG8 ANTHEM INC 6.3 3.80 1.66 122,381.91101.98

139,731.60116.44

0.5 17,349.69 396.43 4,921 Baa2 A

120,000 126650CX6 CVS HEALTH CORP 6.3 2.97 1.79 130,320.26108.60

140,346.00116.96

0.5 10,025.74 71.67 5,160 Baa2 BBB

95,000 49326EEG4 KEYCORP 6.5 4.12 1.65 94,898.0799.89

111,526.20117.40

0.4 16,628.13 1,622.92 3,895 Baa1 BBB+

85,000 06051GGR4 BANK OF AMERICA CORP

6.1 4.18 1.67 81,714.2996.13

95,496.65112.35

0.3 13,782.36 585.36 3,054 A2 A-

165,000 61744YAK4 MORGAN STANLEY 6.1 2.89 1.68 172,184.20104.35

185,199.30112.24

0.6 13,015.10 1,119.20 5,925 A2 BBB+

80,000 337738AR9 FISERV INC 6.6 4.19 1.62 80,058.76100.07

94,989.60118.74

0.3 14,930.84 1,670.67 3,360 Baa2 BBB

80,000 20030NCT6 COMCAST CORP 6.7 4.17 1.38 79,864.0599.83

96,340.80120.43

0.3 16,476.75 1,521.67 3,320 A3 A-

75,000 205887CC4 CONAGRA BRANDS INC

6.6 2.79 1.81 85,843.42114.46

91,601.25122.14

0.3 5,757.83 1,505.52 3,638 Baa3 BBB-

80,000 00287YBF5 ABBVIE INC 6.7 3.16 1.70 86,079.48107.60

94,984.80118.73

0.3 8,905.32 1,284.44 3,400 Baa2 BBB+

80,000 92343VES9 VERIZON COMMUNICATIONS

7.1 3.88 1.46 79,997.24100.00

94,703.20118.38

0.3 14,705.96 447.78 3,100 Baa1 BBB+

90,000 00206RHJ4 AT&T INC 7.0 2.88 2.00 99,617.27110.69

105,867.90117.63

0.4 6,250.63 315.38 3,915 Baa2 BBB

80,000 29365TAG9 ENTERGY TEXAS INC 7.1 3.45 1.76 83,122.45103.90

93,676.80117.10

0.3 10,554.35 3,200 Baa1 A

95,000 67077MAT5 NUTRIEN LTD 7.0 4.18 1.75 95,140.25100.15

112,847.65118.79

0.4 17,707.40 1,983.92 3,990 Baa2 BBB

85,000 29379VBV4 ENTERPRISE PRODUCTS OPER

7.5 2.96 1.99 86,065.41101.25

92,549.70108.88

0.3 6,484.29 442.71 2,656 Baa1 BBB+

75,000 31946MAA1 FIRST CITIZENS BANCSHARE

8.0 3.37 3.55 75,000.00100.00

73,956.7598.61

0.3 -1,043.25 105.47 2,531 Baa1

80,000 26875PAU5 EOG RESOURCES INC 7.7 3.50 2.24 85,544.20106.93

94,278.40117.85

0.3 8,734.20 1,613.89 3,500 A3 A-

75,000 548661DU8 LOWE'S COS INC 7.7 1.64 1.73 93,404.51124.54

92,775.00123.70

0.3 -629.51 1,725.00 3,375 Baa1 BBB+

95,000 918204BC1 VF CORP 8.1 2.98 1.90 94,803.5899.79

103,484.45108.93

0.4 8,680.87 1,222.20 2,803 A3 A

95,000 666807BS0 NORTHROP GRUMMAN CORP

7.7 4.26 1.69 96,018.25101.07

117,189.15123.36

0.4 21,170.90 2,171.28 4,180 Baa2 BBB



As of Date - 9/30/2020



Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/



Gain/Loss Accrued


Moodys Rating

S & P Rating

170,000 02209SBJ1 ALTRIA GROUP INC 8.0 2.01 2.33 190,107.20111.83

185,169.10108.92

0.6 -4,938.10 2,312.00 5,780 A3 BBB

140,000 25470DBJ7 DISCOVERY COMMUNICATIONS

7.9 3.63 2.33 140,000.00100.00

155,212.40110.87

0.5 15,212.40 1,860.83 5,075 Baa3 BBB-

85,000 035240AV2 ANHEUSER-BUSCH INBEV WOR

8.0 2.33 1.86 93,623.53110.15

96,996.05114.11

0.3 3,372.52 1,462.71 2,975 Baa1 BBB+

70,000 929160AZ2 VULCAN MATERIALS CO

8.2 3.52 2.07 69,904.4099.86

78,743.00112.49

0.3 8,838.60 898.33 2,450 Baa3 BBB+

120,000 559222AV6 MAGNA INTERNATIONAL INC

8.4 2.43 1.85 120,195.53100.16

126,205.20105.17

0.4 6,009.67 857.50 2,940 A3 A-

70,000 10373QBM1 BP CAP MARKETS AMERICA

9.0 1.75 1.85 70,000.00100.00

69,356.0099.08

0.2 -644.00 170.04 1,224 A1 A-

190,000 723787AQ0 PIONEER NATURAL RESOURCE

8.9 1.99 2.59 188,510.0599.22

178,609.5094.01

0.6 -9,900.55 491.36 3,610 Baa2 BBB

95,000 08652BAB5 BEST BUY CO INC 9.0 2.00 2.00 94,552.1399.53

94,534.5099.51

0.3 -17.63 1,853 Baa1 BBB

95,000 574599BP0 MASCO CORP 8.8 1.99 1.95 95,049.21100.05

95,380.00100.40

0.3 330.79 63.33 1,900 Baa3 BBB

95,000 74762EAF9 QUANTA SERVICES INC

8.5 2.89 2.62 95,096.62100.10

97,251.50102.37

0.3 2,154.88 61.22 2,755 Baa3 BBB-


4.9 2.86 1.37 8,849,765.00 9,489,309.37 32.8 566,878.01 72,666.36 275,621

ABS220,000 43813DAB4 HAROT 2020-2 A2 0.8 0.75 0.41 219,983.54

99.99220,598.20

100.270.8 614.66 67.83 1,628 Aaa AAA

62,759 80284YAF1 SDART 2017-3 C 0.3 3.01 0.47 62,548.3699.66

62,973.90100.34

0.2 425.54 72.17 1,732 AAA

117,609 03066LAD0 AMCAR 2018-2 A3 0.5 3.18 0.55 117,589.3599.98

119,089.68101.26

0.4 1,500.33 123.49 3,705 Aaa

160,000 92348XAA3 VZOT 2018-A A1A 0.7 0.35 159,997.50100.00

162,515.23101.57

0.6 2,517.73 143.56 5,168 Aaa AAA

130,000 36259PAD8 GMALT 2020-2 A3 1.9 0.81 0.50 129,983.1799.99

130,542.68100.42

0.5 559.51 28.89 1,040 Aaa AAA

179,565 26208GAG4 DRIVE 2018-1 D 0.7 3.30 0.86 181,403.30101.02

183,443.64102.16

0.6 2,040.33 285.06 6,841 Aaa A

205,000 87166PAA9 SYNIT 2018-A1 A1 1.1 3.41 0.88 204,993.85100.00

210,881.44102.87

0.7 5,887.59 288.71 6,929 Aaa AAA

75,000 44891LAC7 HART 2020-A A3 2.1 1.43 0.55 74,982.5399.98

76,597.70102.13

0.3 1,615.17 44.06 1,058 AAA

315,000 65479MAC0 NAROT 2020-A A3 2.0 1.39 0.42 314,971.6899.99

321,170.90101.96

1.1 6,199.22 181.13 4,347 Aaa AAA

190,000 14315FAD9 CARMX 2020-3 A3 2.3 0.63 0.58 189,967.4399.98

190,611.90100.32

0.7 644.47 49.08 1,178 AAA

190,000 02582JJM3 AMXCA 2019-3 A 2.0 0.81 0.40 194,408.59102.32

196,348.63103.34

0.7 1,940.04 158.33 3,800 AAA



As of Date - 9/30/2020



Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/



Gain/Loss Accrued


Moodys Rating

S & P Rating

110,000 80285WAF4 SDART 2020-3 C 2.6 1.13 1.12 109,987.3899.99

109,911.0399.92

0.4 -76.35 23.96 1,232 Aa2


1.5 1.57 0.57 1,960,816.68 1,986,151.19 6.9 23,868.24 1,466.27 38,658

MBS - Agency182,791 31418DQF2 FN MA4053 3.5 1.79 1.07 192,158.57

105.13191,534.14

104.780.7 -624.43 368.12 4,570 Aaa AA+

559,447 31418DRV6 FN MA4099 3.6 1.79 1.12 588,213.61105.14

586,207.79104.78

2.0 -2,005.83 1,126.66 13,986 Aaa AA+

273,132 3132D55W8 FR SB8061 3.7 1.43 0.87 284,367.05104.11

283,923.10103.95

1.0 -443.95 440.05 5,463 Aaa AA+

719 3128KUS73 FHLMC PC GOLD COMB 30

4.1 5.21 1.76 784.94109.15

843.08117.24

0.0 58.14 3.48 43 Aaa AA+

361,557 31418DRS3 FN MA4096 3.5 2.16 1.05 378,377.97104.65

379,322.85104.91

1.3 944.88 728.14 9,039 Aaa AA+

183,717 31418DRW4 FN MA4100 4.0 1.78 1.25 189,192.24102.98

190,029.23103.44

0.7 836.99 295.99 3,674 Aaa AA+


3.6 1.81 1.07 1,633,094.38 1,634,822.61 5.6 -1,234.20 2,962.43 36,775

Mutual Fund68,213 ZFLIX ZIEGLER FLOATING

RATE INSTITUT1,761,355.40

25.821,656,200.30

24.285.7 -105,155.10

0.00 1,761,355.40 1,656,200.30 5.7 -105,155.10 0.00

CMBS - Agency66,699 31419A3J4 FN AE0800 0.3 2.10 3.04 67,532.35

101.2566,698.62

100.000.2 -833.73 197.56 2,453

39,870 3138NJAB4 FN FN0001 0.2 2.26 2.76 40,357.04101.22

39,869.57100.00

0.1 -487.47 121.37 1,507 Aaa AA+

155,000 3137BHXY8 FHMS K718 A2 1.3 1.09 1.11 157,542.97101.64

157,683.10101.73

0.5 140.13 348.49 4,326 Aaa

140,000 3137B5JM6 FHMS K034 A2 2.7 0.40 0.68 148,722.66106.23

150,793.78107.71

0.5 2,071.12 398.22 4,943

115,000 3137BBBD1 FHMS K038 A2 3.3 1.14 0.71 120,875.78105.11

125,146.96108.82

0.4 4,271.18 313.95 3,897

170,000 3140HSK67 FN BL1216 5.0 2.56 2.09 176,042.97103.55

184,179.58108.34

0.6 8,136.61 501.22 6,222

90,120 30298DAE9 FRESB 2019 - SB64 A5H

3.6 2.27 90,550.87100.48

92,986.10103.18

0.3 2,435.23 198.30 2,462


2.8 1.31 1.56 801,624.64 819,436.82 2.8 15,733.07 2,079.11 25,810



As of Date - 9/30/2020



Du ra

tion

Yield on Cost (%)

Yield to Mat/Call

(%)

AdjustedTotal Cost/



Gain/Loss Accrued


Moodys Rating

S & P Rating

FIXED INCOME TOTAL 3.8 1.95 0.88 20,064,597.67 20,854,461.70 72.0 699,099.28 90,764.75 461,089

OTHER

OTHER ASSETS (USD)152,397 ASIAENT ASIA ENT III ONSHR

LP(EST.VAL)152,396.73

10.00152,396.73

10.000.5 0.00 0

80,197 EUROPE EUROPE ENTERPRISE III(EST.VAL)

80,197.0810.00

80,197.0810.00

0.3 0.00 0

222,955 PRIVEQ PRIV EQUITY PTRS III(EST.VAL)

222,955.1110.00

222,955.1110.00

0.8 0.00 0

98,260 STEPSTONE STEPSTONE MASTERS V F(EST.VAL)

98,259.5110.00

98,259.5110.00

0.3 0.00 0

27,247 STEPSTONEM STEPSTONE MEZZ PART1(EST.VAL)

27,247.1810.00

27,247.1810.00

0.1 0.00 0

0.00 581,055.61 581,055.61 2.0 0.00 0.00 0

OTHER TOTAL 0.00 0.00 581,055.61 581,055.61 2.0 0.00 0.00 0

TOTAL PORTFOLIO 2.70 1.42 0.64 27,821,220.80 28,955,503.69 100.0 1,043,518.14 90,764.75 675,383



As of Date - 9/30/2020


Transaction Summary

9/1/2020 - 9/30/2020US Dollar

PurchasesTrade Date Settle Date Quantity CUSIP/Ticker Security Description Broker Price Principal Commission SEC Fee Net Amount

9/1/2020 9/3/2020 75,000 025816BP3 AMERICAN EXPRESS CO LLOYD_bb 100.15 75,107.25 75,107.25

2.200% Due 10/30/2020

9/1/2020 9/3/2020 70,000 06051GFT1 BANK OF AMERICA CORP TDS_bb 100.32 70,217.70 70,217.70

2.625% Due 10/19/2020

9/1/2020 9/3/2020 75,000 172967KB6 CITIGROUP INC TDS_bb 100.36 75,269.25 75,269.25

2.650% Due 10/26/2020

9/1/2020 9/3/2020 75,000 17401QAN1 CITIZENS BANK NA/RI TDS_bb 100.17 75,120.75 75,120.75

2.250% Due 10/30/2020

9/1/2020 9/1/2020 400,000 COASTAL CS - REPURCHASE AGREEMENT 1.00 400,000.00 400,000.00

9/1/2020 9/3/2020 75,000 80281LAC9 SANTANDER UK GROUP HLDGS CITI_bb 100.31 75,231.75 75,231.75

2.875% Due 10/16/2020

9/9/2020 9/18/2020 35,000 574599BP0 MASCO CORP JPMORGAN_bb 99.93 34,974.45 34,974.45

2.000% Due 10/1/2030

9/10/2020 9/14/2020 273,132 3132D55W8 FR SB8061 FSTONE_bb 104.12 284,367.05 284,367.05

2.000% Due 9/1/2035

9/10/2020 9/18/2020 60,000 574599BP0 MASCO CORP CITI_bb 100.13 60,075.00 60,075.00

2.000% Due 10/1/2030

9/11/2020 9/15/2020 75,000 14040HBR5 CAPITAL ONE FINANCIAL CO TDS_bb 100.09 75,063.00 75,063.00

2.400% Due 10/30/2020

9/15/2020 9/23/2020 110,000 80285WAF4 SDART 2020-3 C RBCC_bb 99.99 109,987.38 109,987.38

1.120% Due 1/15/2026

9/17/2020 9/22/2020 70,000 74762EAF9 QUANTA SERVICES INC BOFA 99.67 69,764.10 69,764.10

2.900% Due 10/1/2030

9/18/2020 9/22/2020 25,000 74762EAF9 QUANTA SERVICES INC WELLS_ma 101.34 25,332.75 25,332.75

2.900% Due 10/1/2030

9/29/2020 10/1/2020 30,000 08652BAB5 BEST BUY CO INC JPMORGAN_bb 99.62 29,883.60 29,883.60

1.950% Due 10/1/2030

9/29/2020 10/2/2020 135,000 23331ABP3 D.R. HORTON INC MIZ_bb 99.72 134,612.55 134,612.55

1.400% Due 10/15/2027


Transaction Summary

9/1/2020 - 9/30/2020US Dollar

PurchasesTrade Date Settle Date Quantity CUSIP/Ticker Security Description Broker Price Principal Commission SEC Fee Net Amount

9/30/2020 10/2/2020 65,000 08652BAB5 BEST BUY CO INCBarclays Capital

Inc99.49 64,668.50 64,668.50

1.950% Due 10/1/2030

9/30/2020 10/2/2020 20,000 912828Z94 US TREASURY N/B BOFA 107.76 21,550.78 21,550.78

1.500% Due 2/15/2030

Total Purchases 1,681,225.86 0.00 0.00 1,681,225.86

SalesTrade Date Settle Date Quantity CUSIP/Ticker Security Description Broker Price Principal Commission SEC Fee Net Amount

9/10/2020 9/14/2020 329,237 3140X4DE3 FN FM1000 FSTONE_bb 105.46 347,216.80 347,216.80

3.000% Due 4/1/2047

9/10/2020 9/18/2020 60,000 9128286T2 US TREASURY N/B HSBC_bb 114.75 68,845.31 68,845.31

2.375% Due 5/15/2029

9/15/2020 9/23/2020 110,000 912828VS6 US TREASURY N/B RBCC_TW 106.78 117,450.78 117,450.78

2.500% Due 8/15/2023

9/17/2020 9/22/2020 30,000 458140BR0 INTEL CORP CITI_ma 121.60 36,480.00 36,480.00

3.900% Due 3/25/2030

9/17/2020 9/22/2020 45,000 9128286T2 US TREASURY N/B BOFA 115.08 51,783.40 51,783.40

2.375% Due 5/15/2029

9/18/2020 9/22/2020 25,000 912828Z94 US TREASURY N/B NOM_bb 107.88 26,968.75 26,968.75

1.500% Due 2/15/2030

9/29/2020 10/2/2020 55,000 23331ABM0 DR HORTON INC SUSQ_ma 105.70 58,130.60 58,130.60

2.500% Due 10/15/2024

9/29/2020 10/2/2020 85,000 23331ABH1 DR HORTON INC BARC_ma 112.70 95,788.20 95,788.20

5.750% Due 8/15/2023

9/30/2020 10/2/2020 85,000 149123CH2 CATERPILLAR INC CSFB_TW 109.32 92,919.45 92,919.45

2.600% Due 4/9/2030

Total Sales 895,583.29 0.00 0.00 895,583.29


Transaction Summary

9/1/2020 - 9/30/2020US Dollar

DividendsEx-Date Pay-Date CUSIP/Ticker Security Description Price Principal Total Amount9/3/2020 9/25/2020 BAC BANK AMER CORP COM 1.00 992.16 992.16

9/3/2020 9/22/2020 BLK BLACKROCK INC COM 1.00 591.69 591.69

9/3/2020 10/2/2020 KMB KIMBERLY CLARK CORP COM 1.00 759.70 759.70

9/9/2020 10/1/2020 PPL PPL CORP COM 1.00 732.48 732.48

9/14/2020 10/9/2020 MO ALTRIA GROUP INC COM 1.00 911.60 911.60

9/14/2020 10/6/2020 BBY BEST BUY INC COM 1.00 713.35 713.35

9/14/2020 10/1/2020 KO COCA COLA CO COM 1.00 849.52 849.52

9/14/2020 9/30/2020 CCI CROWN CASTLE INTL CORP NEW COM 1.00 564.00 564.00

9/14/2020 9/29/2020 GILD GILEAD SCIENCES INC COM 1.00 525.64 525.64

9/14/2020 10/15/2020 LEG LEGGETT & PLATT INC COM 1.00 660.00 660.00

9/14/2020 10/7/2020 MRK MERCK & CO INC COM 1.00 514.23 514.23

9/14/2020 10/15/2020 PKG PACKAGING CORP AMER COM 1.00 460.57 460.57

9/18/2020 10/12/2020 OMC OMNICOM GROUP INC 1.00 754.65 754.65

9/21/2020 9/30/2020 AVGO BROADCOM INC 1.00 1,059.50 1,059.50

9/22/2020 10/7/2020 STX SEAGATE TECHNOLOGY PLC SHS 1.00 822.25 822.25

9/25/2020 10/16/2020 JCI JOHNSON CONTROLS INTERNATIONAL PLC 1.00 429.26 429.26

9/28/2020 10/29/2020 CIM CHIMERA INVT CORP COM NEW 1.00 834.90 834.90

9/29/2020 10/15/2020 AVB AVALONBAY COMMUNITIES INC 1.00 804.54 804.54

9/30/2020 10/15/2020 CAH CARDINAL HEALTH INC COM 1.00 835.26 835.26

9/30/2020 10/15/2020 STT STATE STR CORP COM 1.00 431.60 431.60

9/30/2020 9/30/2020 ZFLIX ZIEGLER FLOATING RATE INSTITUTIONAL 1.00 5,081.97 5,081.97

Total Dividends 19,328.87 19,328.87

InterestTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Total Amount9/1/2020 9/1/2020 036752AG8 ANTHEM INC 100.00 2,460.60 2,460.60

4.101% Due 3/1/2028

9/1/2020 9/1/2020 00206RHJ4 AT&T INC 100.00 1,957.50 1,957.50

4.350% Due 3/1/2029

9/1/2020 9/1/2020 26441CAS4 DUKE ENERGY CORP NEW 100.00 2,318.75 2,318.75

2.650% Due 9/1/2026


Transaction Summary

9/1/2020 - 9/30/2020US Dollar

InterestTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Total Amount9/1/2020 9/1/2020 3128KUS73 FHLMC PC GOLD COMB 30 100.00 3.61 3.61

6.000% Due 8/1/2037

9/1/2020 9/1/2020 3137B5JM6 FHMS K034 A2 100.00 411.95 411.95

3.531% Due 7/25/2023

9/1/2020 9/1/2020 3137BBBD1 FHMS K038 A2 100.00 324.78 324.78

3.389% Due 3/25/2024

9/1/2020 9/1/2020 3137BHXY8 FHMS K718 A2 100.00 360.50 360.50

2.791% Due 1/25/2022

9/1/2020 9/1/2020 31419A3J4 FN AE0800 100.00 237.38 237.38

3.677% Due 12/1/2020

9/1/2020 9/1/2020 3140HSK67 FN BL1216 100.00 535.78 535.78

3.660% Due 2/1/2026

9/1/2020 9/1/2020 3140X4DE3 FN FM1000 100.00 860.58 860.58

3.000% Due 4/1/2047

9/1/2020 9/1/2020 3138NJAB4 FN FN0001 100.00 161.70 161.70

3.779% Due 12/1/2020

9/1/2020 9/1/2020 31418DQF2 FN MA4053 100.00 385.88 385.88

2.500% Due 6/1/2035

9/1/2020 9/1/2020 31418DRS3 FN MA4096 100.00 757.83 757.83

2.500% Due 8/1/2050

9/1/2020 9/1/2020 31418DRV6 FN MA4099 100.00 1,179.19 1,179.19

2.500% Due 8/1/2035

9/1/2020 9/1/2020 31418DRW4 FN MA4100 100.00 307.61 307.61

2.000% Due 8/1/2050

9/1/2020 9/1/2020 3132DVKR5 FR SD7504 100.00 123.57 123.57

3.500% Due 8/1/2049

9/1/2020 9/1/2020 30298DAE9 FRESB 2019 - SB64 A5H 100.00 189.39 189.39

2.731% Due 4/25/2039

9/3/2020 9/3/2020 867914BK8 TRUIST FINANCIAL CORP 100.00 1,450.00 1,450.00

2.900% Due 3/3/2021

9/9/2020 9/9/2020 14040HBL8 CAPITAL ONE FINANCIAL CO 100.00 2,516.25 2,516.25

3.050% Due 3/9/2022


Transaction Summary

9/1/2020 - 9/30/2020US Dollar

InterestTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Total Amount9/15/2020 9/15/2020 02582JJM3 AMXCA 2019-3 A 100.00 316.67 316.67

2.000% Due 4/15/2025

9/15/2020 9/15/2020 084423AS1 BERKLEY W R CORP 100.00 2,428.13 2,428.13

4.625% Due 3/15/2022

9/15/2020 9/15/2020 14315FAD9 CARMX 2020-3 A3 100.00 98.17 98.17

0.620% Due 3/17/2025

9/15/2020 9/15/2020 26208GAG4 DRIVE 2018-1 D 100.00 607.05 607.05

3.810% Due 5/15/2024

9/15/2020 9/15/2020 26875PAK7 EOG RESOURCES INC 100.00 1,312.50 1,312.50

2.625% Due 3/15/2023

9/15/2020 9/15/2020 31946MAA1 FIRST CITIZENS BANCSHARE 100.00 1,342.97 1,342.97

3.375% Due 3/15/2030

9/15/2020 9/15/2020 43813DAB4 HAROT 2020-2 A2 100.00 135.67 135.67

0.740% Due 11/15/2022

9/15/2020 9/15/2020 44891LAC7 HART 2020-A A3 100.00 88.13 88.13

1.410% Due 11/15/2024

9/15/2020 9/15/2020 59156RBB3 METLIFE INC 100.00 1,692.60 1,692.60

4.368% Due 9/15/2023

9/15/2020 9/15/2020 65479MAC0 NAROT 2020-A A3 100.00 362.25 362.25

1.380% Due 12/16/2024

9/15/2020 9/15/2020 80284YAF1 SDART 2017-3 C 100.00 175.01 175.01

2.760% Due 12/15/2022

9/15/2020 9/15/2020 87166PAA9 SYNIT 2018-A1 A1 100.00 577.42 577.42

3.380% Due 9/16/2024

9/15/2020 9/15/2020 91324PCV2 UNITEDHEALTH GROUP INC 100.00 1,317.50 1,317.50

3.100% Due 3/15/2026

9/18/2020 9/18/2020 03066LAD0 AMCAR 2018-2 A3 100.00 339.88 339.88

3.150% Due 3/20/2023

9/19/2020 9/21/2020 713448EQ7 PEPSICO INC 100.00 731.25 731.25

2.250% Due 3/19/2025

9/20/2020 9/20/2020 36259PAD8 GMALT 2020-2 A3 100.00 86.67 86.67

0.800% Due 7/20/2023


Transaction Summary

9/1/2020 - 9/30/2020US Dollar

InterestTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Total Amount9/20/2020 9/20/2020 92348XAA3 VZOT 2018-A A1A 100.00 430.67 430.67

3.230% Due 4/20/2023

9/25/2020 9/25/2020 126650CX6 CVS HEALTH CORP 100.00 2,580.00 2,580.00

4.300% Due 3/25/2028

9/25/2020 9/25/2020 742718FG9 PROCTER & GAMBLE CO/THE 100.00 1,190.00 1,190.00

2.800% Due 3/25/2027

9/27/2020 9/28/2020 039482AA2 ARCHER-DANIELS MIDLAND C 100.00 756.25 756.25

2.750% Due 3/27/2025

9/27/2020 9/28/2020 654106AJ2 NIKE INC 100.00 2,337.50 2,337.50

2.750% Due 3/27/2027

9/30/2020 9/30/2020 29365TAG9 ENTERGY TEXAS INC 100.00 1,600.00 1,600.00

4.000% Due 3/30/2029

9/30/2020 9/30/2020 CASH MONEY FUND 1.00 0.27 0.27

9/30/2020 10/1/2020 CASH MONEY FUND 1.00 9.92 9.92

9/30/2020 9/30/2020 9128282W9 US TREASURY N/B 100.00 5,625.00 5,625.00

1.875% Due 9/30/2022

Total Interest 42,684.33 42,684.33

Principal PaymentsTrade Date Settle Date Quantity CUSIP/Ticker Security Description Price Principal Net Amount9/1/2020 9/1/2020 3 3128KUS73 FHLMC PC GOLD COMB 30 100.00 2.51 2.51

6.000% Due 8/1/2037

9/1/2020 9/1/2020 8,273 31419A3J4 FN AE0800 100.00 8,272.96 8,272.96

3.677% Due 12/1/2020

9/1/2020 9/1/2020 14,995 3140X4DE3 FN FM1000 100.00 14,995.05 14,995.05

3.000% Due 4/1/2047

9/1/2020 9/1/2020 10,018 3138NJAB4 FN FN0001 100.00 10,017.84 10,017.84

3.779% Due 12/1/2020

9/1/2020 9/1/2020 2,432 31418DQF2 FN MA4053 100.00 2,432.18 2,432.18

2.500% Due 6/1/2035

9/1/2020 9/1/2020 2,201 31418DRS3 FN MA4096 100.00 2,201.33 2,201.33

2.500% Due 8/1/2050


Transaction Summary

9/1/2020 - 9/30/2020US Dollar

Principal PaymentsTrade Date Settle Date Quantity CUSIP/Ticker Security Description Price Principal Net Amount9/1/2020 9/1/2020 6,566 31418DRV6 FN MA4099 100.00 6,565.77 6,565.77

2.500% Due 8/1/2035

9/1/2020 9/1/2020 847 31418DRW4 FN MA4100 100.00 846.60 846.60

2.000% Due 8/1/2050

9/1/2020 9/1/2020 42,367 3132DVKR5 FR SD7504 100.00 42,366.61 42,366.61

3.500% Due 8/1/2049

9/1/2020 9/1/2020 65 30298DAE9 FRESB 2019 - SB64 A5H 100.00 65.46 65.46

2.731% Due 4/25/2039

9/15/2020 9/15/2020 11,633 26208GAG4 DRIVE 2018-1 D 100.00 11,633.20 11,633.20

3.810% Due 5/15/2024

9/15/2020 9/15/2020 13,333 80284YAF1 SDART 2017-3 C 100.00 13,333.26 13,333.26

2.760% Due 12/15/2022

9/18/2020 9/18/2020 11,868 03066LAD0 AMCAR 2018-2 A3 100.00 11,867.63 11,867.63

3.150% Due 3/20/2023

Total Principal Payments 124,600.40 124,600.40

CallsTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Net Amount9/29/2020 9/29/2020 75,000 025816BP3 AMERICAN EXPRESS CO 100.00 75,000.00 75,000.00

2.200% Due 10/30/2020

Total Calls 75,000.00 75,000.00

WithdrawalsTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Total Amount9/11/2020 9/11/2020 CASH MONEY FUND 1.00 100,000.00 100,000.00

Total Withdrawals 100,000.00 100,000.00

Purchased AccruedTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Net Amount9/1/2020 9/3/2020 025816BP3 AMERICAN EXPRESS CO 100.00 -563.75 -563.75


Transaction Summary

9/1/2020 - 9/30/2020US Dollar

Purchased AccruedTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Net Amount

2.200% Due 10/30/2020

9/1/2020 9/3/2020 06051GFT1 BANK OF AMERICA CORP 100.00 -683.96 -683.96

2.625% Due 10/19/2020

9/1/2020 9/3/2020 172967KB6 CITIGROUP INC 100.00 -701.15 -701.15

2.650% Due 10/26/2020

9/1/2020 9/3/2020 17401QAN1 CITIZENS BANK NA/RI 100.00 -576.56 -576.56

2.250% Due 10/30/2020

9/1/2020 9/3/2020 80281LAC9 SANTANDER UK GROUP HLDGS 100.00 -820.57 -820.57

2.875% Due 10/16/2020

9/9/2020 9/18/2020 574599BP0 MASCO CORP 0.00 0.00

2.000% Due 10/1/2030

9/10/2020 9/14/2020 3132D55W8 FR SB8061 100.00 -197.26 -197.26

2.000% Due 9/1/2035

9/10/2020 9/18/2020 574599BP0 MASCO CORP 0.00 0.00

2.000% Due 10/1/2030

9/11/2020 9/15/2020 14040HBR5 CAPITAL ONE FINANCIAL CO 100.00 -675.00 -675.00

2.400% Due 10/30/2020

9/15/2020 9/23/2020 80285WAF4 SDART 2020-3 C 0.00 0.00

1.120% Due 1/15/2026

9/17/2020 9/22/2020 74762EAF9 QUANTA SERVICES INC 0.00 0.00

2.900% Due 10/1/2030

9/18/2020 9/22/2020 74762EAF9 QUANTA SERVICES INC 0.00 0.00

2.900% Due 10/1/2030

9/29/2020 10/1/2020 08652BAB5 BEST BUY CO INC 0.00 0.00

1.950% Due 10/1/2030

9/29/2020 10/2/2020 23331ABP3 D.R. HORTON INC 0.00 0.00

1.400% Due 10/15/2027

9/30/2020 10/2/2020 08652BAB5 BEST BUY CO INC 100.00 -3.52 -3.52

1.950% Due 10/1/2030


Transaction Summary

9/1/2020 - 9/30/2020US Dollar

Purchased AccruedTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Net Amount9/30/2020 10/2/2020 912828Z94 US TREASURY N/B 100.00 -39.13 -39.13

1.500% Due 2/15/2030

Total Purchased Accrued -4,260.90 -4,260.90

Sold AccruedTrade Date Settle Date CUSIP/Ticker Security Description Price Principal Net Amount9/10/2020 9/14/2020 3140X4DE3 FN FM1000 100.00 356.67 356.67

3.000% Due 4/1/2047

9/10/2020 9/18/2020 9128286T2 US TREASURY N/B 100.00 487.91 487.91

2.375% Due 5/15/2029

9/15/2020 9/23/2020 912828VS6 US TREASURY N/B 100.00 291.44 291.44

2.500% Due 8/15/2023

9/17/2020 9/22/2020 458140BR0 INTEL CORP 100.00 575.25 575.25

3.900% Due 3/25/2030

9/17/2020 9/22/2020 9128286T2 US TREASURY N/B 100.00 377.55 377.55

2.375% Due 5/15/2029

9/18/2020 9/22/2020 912828Z94 US TREASURY N/B 100.00 38.72 38.72

1.500% Due 2/15/2030

9/29/2020 9/29/2020 025816BP3 AMERICAN EXPRESS CO 100.00 682.91 682.91

2.200% Due 10/30/2020

9/29/2020 10/2/2020 23331ABM0 DR HORTON INC 100.00 637.85 637.85

2.500% Due 10/15/2024

9/29/2020 10/2/2020 23331ABH1 DR HORTON INC 100.00 638.09 638.09

5.750% Due 8/15/2023

9/30/2020 10/2/2020 149123CH2 CATERPILLAR INC 100.00 1,062.03 1,062.03

2.600% Due 4/9/2030

Total Sold Accrued 5,148.42 5,148.42


Realized Gains and Losses

9/1/2020 - 9/30/2020US Dollar

Open Date Close Date Quantity CUSIP/Ticker SecurityTransaction

Type Cost BasisAmort. orAccretion Proceeds

Short TermGain/Loss

Long TermGain/Loss

3/4/2019 9/1/2020 10,018 3138NJAB4 FN FN0001 10,140.32 0.00 10,017.84 0.00 -122.48

3/11/2019 9/1/2020 8,273 31419A3J4 FN AE0800 8,376.37 0.00 8,272.96 0.00 -103.41

7/10/2007 9/1/2020 3 3128KUS73 FHLMC PC 2.74 0.00 2.51 0.00 -0.23

1/17/2020 9/1/2020 42,367 3132DVKR5 FR SD7504 44,177.12 0.00 42,366.61 -1,810.51

1/17/2020 9/1/2020 14,995 3140X4DE3 FN FM1000 15,407.41 0.00 14,995.05 -412.36

6/11/2020 9/1/2020 2,432 31418DQF2 FN MA4053 2,556.83 0.00 2,432.18 -124.65

7/24/2020 9/1/2020 2,201 31418DRS3 FN MA4096 2,303.74 0.00 2,201.33 -102.41

7/9/2020 9/1/2020 2,189 31418DRV6 FN MA4099 2,301.52 0.00 2,188.59 -112.93

7/9/2020 9/1/2020 4,377 31418DRV6 FN MA4099 4,601.85 0.00 4,377.18 -224.67

7/24/2020 9/1/2020 847 31418DRW4 FN MA4100 871.83 0.00 846.60 -25.23

7/11/2019 9/1/2020 65 30298DAE9 FRESB 2019 - SB 65.77 0.00 65.46 0.00 -0.31

8/12/2020 9/10/2020 60,000 9128286T2 US TREASURY N/B 68,967.19 -79.15 68,845.31 -42.73

1/17/2020 9/10/2020 329,237 3140X4DE3 FN FM1000 338,291.38 0.00 347,216.80 8,925.42

2/26/2019 9/15/2020 3,199 26208GAG4 DRIVE 2018-1 D 3,216.87 0.00 3,199.13 0.00 -17.74

4/5/2019 9/15/2020 872 26208GAG4 DRIVE 2018-1 D 879.89 0.00 872.49 0.00 -7.40

4/18/2019 9/15/2020 3,781 26208GAG4 DRIVE 2018-1 D 3,813.28 0.00 3,780.79 0.00 -32.49

7/16/2019 9/15/2020 3,781 26208GAG4 DRIVE 2018-1 D 3,842.22 0.00 3,780.79 0.00 -61.43

3/19/2019 9/15/2020 13,333 80284YAF1 SDART 2017-3 C 13,288.47 0.00 13,333.26 0.00 44.79

6/6/2018 9/15/2020 110,000 912828VS6 US TREASURY N/B 108,272.66 727.08 117,450.78 0.00 8,451.04

3/20/2020 9/17/2020 30,000 458140BR0 INTEL CORP 29,938.50 2.51 36,480.00 6,538.99

8/12/2020 9/17/2020 45,000 9128286T2 US TREASURY N/B 51,725.39 -73.70 51,783.40 131.70

8/8/2018 9/18/2020 11,868 03066LAD0 AMCAR 2018-2 A3 11,865.65 0.00 11,867.63 0.00 1.98

8/3/2020 9/18/2020 25,000 912828Z94 US TREASURY N/B 27,226.56 -28.66 26,968.75 -229.15

9/1/2020 9/29/2020 75,000 025816BP3 AMERICAN EXPRES 75,107.25 -50.87 75,000.00 -56.38

3/17/2017 9/29/2020 85,000 23331ABH1 DR HORTON INC 95,357.25 -5,419.19 95,788.20 0.00 5,850.14

10/11/2019 9/29/2020 55,000 23331ABM0 DR HORTON INC 54,618.30 69.92 58,130.60 3,442.38

4/6/2020 9/30/2020 85,000 149123CH2 CATERPILLAR INC 84,540.15 19.58 92,919.45 8,359.72

Total Gains 27,398 14,348

Total Losses -3,141 -345

Total 1,061,757 -4,832.48 1,095,184 24,257 14,002

Total Realized Gain/Loss 38,259.64

portfolio report...vz verizon communications inc com 194,770.26 3.4 jnj johnson & johnson com...

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